Not a Massage parlor but if you are looking for a happy ending, ask any taxi driver to take you to Executivos Bar. It is open in the afternoon, I think from about noon to 5:00 p.m. Private dances are in a shit hole cabine but all the girls that work there are take-out when the place closes.
Executivos is a block or two north of Avenida Benita Juarez, and between Avenid 20 and Avenida 40.
Zoom in on this map: